-29.4%
AFRM vs WST
+39.6%
-69.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -1.9% |
| 7D | -7.5% | +1.3% | -8.8% | -8.1% |
| 30D | -15.7% | +12.9% | -28.6% | -20.9% |
| 3M | -9.6% | +16.7% | -26.3% | -16.9% |
| 6M | +6.3% | +26.8% | -20.5% | -6.9% |
| YTD | -8.6% | +50.5% | -59.1% | -28.5% |
| 1Y | -7.6% | +52.9% | -60.5% | -28.5% |
| 3Y | +173.7% | +23.9% | +149.7% | +90.2% |
| 5Y | -56.9% | +1.0% | -57.9% | -61.6% |
| All | -29.4% | +39.6% | -69.0% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling